|
PureBytes Links
Trading Reference Links
|
Hello Graham,
I was also wondering how to depict one´s own portfolio´s equity curve where
different securities are held in different sizes.
Also appreciated your input.
Markus
----- Original Message -----
From: "Graham" <gkavanagh@xxxxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Thursday, December 30, 2004 7:38 AM
Subject: RE: [amibroker] Variable Position size and Referrencing Tickers
>
> Don't know if it would actually work, but here is corrected line
>
> PositionSize= IIf(name()=="MU", -.25, -50);
>
> Cheers,
> Graham
> http://e-wire.net.au/~eb_kavan/
>
> -----Original Message-----
> From: ericleake [mailto:eleake@xxxxxxx]
> Sent: Thursday, December 30, 2004 12:27 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Variable Position size and Referrencing Tickers
>
>
>
> A question for the group that I can't find the answer for elsewhere:
>
> Is it possible to select various position sizes per ticker, rather
> than equal position sizes?
>
> For example, something like:
>
> PositionSize= IIf(Ticker==MU, -.25, -50);, or possibly with IIf,
> Else?
>
> My objective is to apply various position sizes to several different
> system equity curves-an asset allocation of strategies, if you will.
>
> Thanks.
> -Eric
>
>
>
>
>
>
>
> Check AmiBroker web page at:
> http://www.amibroker.com/
>
> Check group FAQ at:
> http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> Yahoo! Groups Links
>
>
>
>
>
>
>
>
>
> Check AmiBroker web page at:
> http://www.amibroker.com/
>
> Check group FAQ at:
http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> Yahoo! Groups Links
>
>
>
>
>
>
>
>
> __________ NOD32 1.827 (20040729) Information __________
>
> This message was checked by NOD32 antivirus system.
> http://www.nod32.com
>
>
------------------------ Yahoo! Groups Sponsor --------------------~-->
Make a clean sweep of pop-up ads. Yahoo! Companion Toolbar.
Now with Pop-Up Blocker. Get it for free!
http://us.click.yahoo.com/L5YrjA/eSIIAA/yQLSAA/GHeqlB/TM
--------------------------------------------------------------------~->
Check AmiBroker web page at:
http://www.amibroker.com/
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|